Momentum returns to S&P/ASX 100 constituents
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
With mixed evidence to date on the performance of momentum strategies in Australia, this paper examines returns to momentum strategies for constituent companies within the S&P/ASX 100, focusing on practical, realisable investment strategies. We find that momentum is both present and obtainable, and has been a persistent feature of the S&P/ASX 100 since its inception, including throughout the global financial crisis.
| Iaith wreiddiol | Saesneg |
|---|---|
| Tudalennau (o-i) | 15-18 |
| Nifer y tudalennau | 3 |
| Cyfnodolyn | The Australasian Journal of Applied Finance |
| Cyfrol | 3 |
| Rhif y cyfnodolyn | 3 |
| Statws | Cyhoeddwyd - 2012 |
| Cyhoeddwyd yn allanol | Ie |